+27.6%
ILMN vs ARES
+1,045.9%
-1,018.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.3% | +1.3% | +11.0% | +11.7% |
| 3M | +33.5% | +10.4% | +23.2% | +27.7% |
| 6M | +69.4% | +29.0% | +40.4% | +51.8% |
| YTD | +60.9% | -12.2% | +73.1% | +64.1% |
| 1Y | +115.0% | -18.4% | +133.4% | +124.4% |
| 3Y | +37.0% | +43.2% | -6.2% | +10.2% |
| 5Y | -53.1% | +102.6% | -155.7% | -68.0% |
| 10Y | +27.6% | +1,029.6% | -1,002.0% | -44.8% |
| All | +27.6% | +1,045.9% | -1,018.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling